DBX ETF Value At Risk
| MIDE ETF | | | USD 37.17 0.79 2.17% |
Value At Risk (or VAR) is a statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument. Below is DBX ETF's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
With Value At Risk at
-1.89, DBX ETF shows the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for DBX ETF under normal conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -1.89 | |
| ER[a] | = | Expected return on investing in DBX ETF |
| STD | = | Standard Deviation of DBX ETF |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
The peer group averages -2.07 for Value At Risk, with DBX ETF at -1.8894 falling above that level. Readings span -3.9442 (ProShares Nanotechnology ETF) to 0.0 (). DBX ETF carries higher tail risk than the peer average at the given confidence level.
Value At Risk Relative To Other Indicators
The chart below plots Value At Risk against Maximum Drawdown for DBX ETF and its peers. Each point represents one equity — position along the horizontal axis shows Value At Risk while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare DBX ETF to PeersMethodology, Assumptions & Data Sources
DBX ETF has a current Value At Risk reading of -1.89. This Value At Risk reading for DBX ETF results from applying the indicator's calculation rules to price and volume data over the selected window. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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